Problem is I don't know anything about Linux so I prefer to work with Windows and the game servers are Windows-only anyways.

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Most game servers use Linux
It's a lot more reliable..

And that really depends on the flux that your server will have.. MySQL should be fine if it's a small server.. if you need a bigger database with complex types of data, I would recommend PostgreSQL. Apache would be the best solution to build the server also.. don't know if it's available for Windows thought..